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Trade: LPT/USDT/30/VWAP/DCL/7618

Strategy
LPT/USDT/30/VWAP/DCL/7618
Pair
LPT_USDT
Interval
30m
Score
351315
Daily Profit
0.222971
Profit Factor
1.325246
Profitability
69.291339
Streak
10.207511
Best Strategy
Training Data Length
520.830000
Evaluation Time
2025-10-04 14:28
Expiration Time
2025-12-18 13:00

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 116129.8759 28747.6106 87382.2653 60743.1533 3485.0289 57258.1244
Total P&L (%) 116.1299 28.7476 87.3823 60.7432 3.485 57.2581
Avg Daily Profit (%) 0.223 0.0552 0.1678 0.0912 0.0066 0.087
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -70145 -35883 -72150 -153439 -75194 -156697
Profit Factor 1.3252 1.223 1.383 1.1041 1.0174 1.1496
Total Trades 127 64 63 127 64 63
Winning Trades 88 39 49 88 39 49
Losing Trades 39 25 14 39 25 14
Profitability (%) 69.2913 60.9375 77.7778 69.2913 60.9375 77.7778
Ratio Avg Win / Avg Loss 0.5873 0.784 0.3952 0.4893 0.6522 0.3284
Largest Winning Trade 22381 21827 22381 34810 27867 34810
Largest Losing Trade -39930 -18615 -39930 -86899 -32409 -86899
Avg Bars in Trades 178 64 294 178 64 294
Avg Bars in Winners 110 38 166 110 38 166
Avg Bars in Losers 332 104 739 332 104 739
Bars Traded 22656 4131 18525 22656 4131 18525
Profit Streak 10.2075 10.2075 19.145 10.2075 10.2075 19.145
Trades During Streak 2 1 2 2 1 2
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 351315 -262160 -136312 -176184 -690579 -277978
Evaluation Data
{
    "trading_pair": "LPT_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714577400000,
    "first_datapoint_time": 1715169600000,
    "last_datapoint_time": 1759575600000,
    "evaluation_time": 1759577328986,
    "expiration_time": 1766055600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 233,
            "offset": 97
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            116129.8759055968,
            28747.6106043729,
            87382.2653012239,
            60743.1532622286,
            3485.0288893468,
            57258.1243728817
        ],
        [
            116.129876,
            28.747611,
            87.382265,
            60.743153,
            3.485029,
            57.258124
        ],
        [
            0.222971,
            0.055196,
            0.167775,
            0.091173,
            0.006578,
            0.08696
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -70145,
            -35883,
            -72150,
            -153439,
            -75194,
            -156697
        ],
        [
            1.325246,
            1.222995,
            1.383027,
            1.10409,
            1.017364,
            1.149552
        ],
        [
            127,
            64,
            63,
            127,
            64,
            63
        ],
        [
            88,
            39,
            49,
            88,
            39,
            49
        ],
        [
            39,
            25,
            14,
            39,
            25,
            14
        ],
        [
            69.291339,
            60.9375,
            77.777778,
            69.291339,
            60.9375,
            77.777778
        ],
        [
            0.587325,
            0.783971,
            0.395151,
            0.489313,
            0.652157,
            0.328444
        ],
        [
            22381,
            21827,
            22381,
            34810,
            27867,
            34810
        ],
        [
            -39930,
            -18615,
            -39930,
            -86899,
            -32409,
            -86899
        ],
        [
            178,
            64,
            294,
            178,
            64,
            294
        ],
        [
            110,
            38,
            166,
            110,
            38,
            166
        ],
        [
            332,
            104,
            739,
            332,
            104,
            739
        ],
        [
            22656,
            4131,
            18525,
            22656,
            4131,
            18525
        ],
        [
            10.207511,
            10.207511,
            19.145011,
            10.207511,
            10.207511,
            19.145011
        ],
        [
            2,
            1,
            2,
            2,
            1,
            2
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            351315,
            -262160,
            -136312,
            -176184,
            -690579,
            -277978
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "LPT_USDT",
    "interval": "30m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 520.83,
    "actual_first_datapoint_time": 1714577400000,
    "first_datapoint_time": 1715169600000,
    "last_datapoint_time": 1759575600000,
    "evaluation_time": 1759577328986,
    "expiration_time": 1766055600000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "vwap",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "dcl",
        "factors": {
            "length": 233,
            "offset": 97
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)